You might want to use a HttpWebRequest to get the page (in conjunction with a StreamReader) before reading it into the dataset.
public String GetPage(string strURL)
{
// the html retrieved from the page
String strResult;
WebResponse objResponse;
WebRequest objRequest = System.Net.HttpWebRequest.Create(strURL);
objResponse = objRequest.GetResponse();
// the using keyword will automatically dispose the object
// once complete
using (StreamReader sr =
new StreamReader(objResponse.GetResponseStream()))
{
strResult = sr.ReadToEnd();
// Close and clean up the StreamReader
sr.Close();
}
return strResult;
}